/*=====================================================================*
 *                   Copyright (C) 2011 Paul Mineiro                   *
 * All rights reserved.                                                *
 *                                                                     *
 * Redistribution and use in source and binary forms, with             *
 * or without modification, are permitted provided that the            *
 * following conditions are met:                                       *
 *                                                                     *
 *     * Redistributions of source code must retain the                *
 *     above copyright notice, this list of conditions and             *
 *     the following disclaimer.                                       *
 *                                                                     *
 *     * Redistributions in binary form must reproduce the             *
 *     above copyright notice, this list of conditions and             *
 *     the following disclaimer in the documentation and/or            *
 *     other materials provided with the distribution.                 *
 *                                                                     *
 *     * Neither the name of Paul Mineiro nor the names                *
 *     of other contributors may be used to endorse or promote         *
 *     products derived from this software without specific            *
 *     prior written permission.                                       *
 *                                                                     *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND              *
 * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,         *
 * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES               *
 * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE             *
 * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER               *
 * OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,                 *
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES            *
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE           *
 * GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR                *
 * BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF          *
 * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT           *
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 * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE             *
 * POSSIBILITY OF SUCH DAMAGE.                                         *
 *                                                                     *
 * Contact: Paul Mineiro <paul@mineiro.com>                            *
 *=====================================================================*/

#ifndef __EM_HH__
#define __EM_HH__

#include "estep.hh"
#include "mstep.hh"

namespace playerpiano
{
  template<typename PRating,
           typename Distribution>
  float
  em (const PRating&                    prating,
      float&                            logbeta,
      std::vector<float>&               pz,
      const std::vector<float>&         logpriorz,
      const std::vector<Rating>&        ratings,
      const Distribution&               priorlogbeta,
      unsigned int                      maxiter,
      float                             tol)
    {
      logbeta = 0;
      float hq = estep (prating, logbeta, pz, logpriorz, ratings);
      float q = mstep (prating, logbeta, pz, ratings, 
                       priorlogbeta, hq, 20, tol);
      float lastq = q;
      unsigned int iter = 0;

      do
        {
          lastq = q;

          hq = estep (prating, logbeta, pz, logpriorz, ratings);
          q = mstep (prating, logbeta, pz, ratings,
                     priorlogbeta, hq, 20, tol);
        }
      while (fabs (q - lastq) > tol * (fabs (q) + fabs (lastq)) &&
             ++iter < maxiter);

      return q;
    }
}

#endif // __EM_HH__
